-70.8%
ADVB vs VCLT
-3.4%
-67.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.0% |
| 7D | -13.9% | +0.3% | -14.2% | -13.2% |
| 30D | -68.1% | +3.7% | -71.8% | -63.4% |
| 3M | -73.4% | -1.0% | -72.4% | -75.1% |
| 6M | -70.8% | -3.4% | -67.4% | -73.9% |
| All | -70.8% | -3.4% | -67.4% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling